-40.6%
NKE vs FE
+5.8%
-46.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.6% |
| 7D | -1.6% | +1.2% | -2.8% | -1.5% |
| 30D | +7.6% | +4.5% | +3.1% | +7.8% |
| 3M | -6.9% | +1.3% | -8.2% | -7.1% |
| 6M | -8.5% | +8.7% | -17.2% | -7.4% |
| YTD | -38.8% | +9.2% | -48.0% | -36.7% |
| 1Y | -40.6% | +7.0% | -47.5% | -39.6% |
| All | -40.6% | +5.8% | -46.4% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling